[SCIP] Too long solving time

[Ambros Gleixner]

Hi Yu,

This is actually a nice example where SoPlex shines with its exact 
rational solving capability.  Have a look at

http://soplex.zib.de/doc-4.0.0/html/EXACT.php

for details and the mentioned papers on SoPlex' LP iterative refinement.

However, because of the bad conditioning of your LP, one trick is 
needed: you need to relax the termination tolerance for the intermediate 
floating-point solves.  Then SoPlex can even solve your model to zero 
violation with

soplex -s0 -g5 -f0 -o0 -q -c --readmode=1 --solvemode=2 
--int:checkmode=2 --real:fpfeastol=1e-3 --real:fpopttol=1e-3 Simulation.lp

in about one minute.  For your  termination tolerance of 1e-10 it solved 
in 10 seconds with

soplex -s0 -g5 -f1e-10 -o1e-10 -q -c --readmode=1 --solvemode=2 
--int:checkmode=2 --real:fpfeastol=1e-3 --real:fpopttol=1e-3 Simulation.lp


I have not played around with all parameters, so maybe it can be tuned 
even more.  But no preprocessing and least squares scaling seem to a 
good idea.

Best,
Ambros



Am 17.08.2018 um 12:35 schrieb Yu Chen:
> Hi Matthias
> 
> Thanks for your help!
> 
> Currently I cannot change my model.
> 
> Besides, the reason why I enforced 1e-10 is that I got another problem 
> before. At that time, the feasible solution was actually not constrained 
> by my model. For example there was an equation ‘x+y=0’, but the solution 
> showed ‘x=1e-6’ and ‘y=0’, and I was suggested to use very low tolerance 
> and then I got like ‘x=1e-6’ ‘y=-1e-6’.
> 
> Considering this, do you think I can adjust some parameters to save time 
> when running SoPlex instead of changing the model?
> 
> Best regards
> Yu
> 
> Sent from my phone. Excuse the brevity.
> 
> 
> 
> On Fri, Aug 17, 2018 at 12:00 PM +0200, "Matthias Miltenberger" 
> <miltenberger at zib.de <mailto:miltenberger at zib.de>> wrote:
> 
>     Dear Yu Chen,
> 
>     your model has some numerical issues. The matrix coefficients are in
>     the of 1e-05 to 1e+11. Such a large range can easily cause
>     difficulties and violations in the final result.
>     To make matters worse, you are disabling presolving/simplification
>     (-s0) and enforce very small tolerances (1e-10).
> 
>     Testing other solvers on this instances also yielded warnings and
>     violations due to the bad numerics.
> 
>     My advice: Try to improve the model and verify that your result is
>     actually meaningful with regards to the problem. I don't think that
>     such a small tolerance is really required.
> 
>     Oh and by the way: On my machine the model was solved within a
>     second using the standard tolerances and default settings.
> 
>     Cheers
>     Matthias
> 
>     On 17.08.2018 10:59, Yu Chen wrote:
>>
>>     Hi,
>>
>>     I am new to Soplex but I encountered a trouble when using it.
>>
>>     I made a LP file and used the code in terminal:
>>
>>     /build/bin/soplex -f1e-10 -o1e-10 -l1e-10 -s0 -x -q -c
>>
>>     But the Soplex took nearly one day to solve it. Do you know how to
>>     decrease the solving time?
>>
>>     Best regards,
>>
>>     Yu
>>
>>
>>
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> 
>     -- 
>     \__________________
> 
>     Matthias Miltenberger
>     Zuse Institute Berlin
>     Takustr. 7, 14195 Berlin
>     www.zib.de/miltenberger
>     miltenberger at zib.de
>     +49 (30) 841 85-245
> 
> 
> 
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-- 
Ambros Gleixner, Research Group Mathematical Optimization Methods at 
Zuse Institute Berlin, http://www.zib.de/gleixner